Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536681.5277 | 454585.9035 | 82095.6242 | 1092570.9511 | 939579.5946 | 152991.3565 |
Total P&L (%) | 536.6815 | 454.5859 | 82.0956 | 1092.571 | 939.5796 | 152.9914 |
Avg Daily Profit (%) | 0.3801 | 0.322 | 0.0581 | 0.1757 | 0.166 | 0.0658 |
Buy And Hold Return (%) | 59.2458 | 59.2458 | 59.2458 | 59.2458 | 59.2458 | 59.2458 |
Max Trade Drawdown | -127796 | -124365 | -60867 | -476232 | -316409 | -271968 |
Profit Factor | 1.7304 | 2.1735 | 1.2363 | 1.4441 | 1.7172 | 1.133 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Profitability (%) | 52.5114 | 49.0909 | 55.9633 | 52.5114 | 49.0909 | 55.9633 |
Ratio Avg Win / Avg Loss | 1.5649 | 2.254 | 0.9728 | 1.306 | 1.7808 | 0.8916 |
Largest Winning Trade | 153299 | 153299 | 61350 | 756847 | 756847 | 239944 |
Largest Losing Trade | -34386 | -34386 | -23351 | -125348 | -117696 | -125348 |
Avg Bars in Trades | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Winners | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 8221 | 3864 | 4356 | 8221 | 3864 | 4356 |
Profit Streak | 0 | 0 | 500.3978 | 0 | 0 | 500.3978 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515846 | 438611 | -161191 | 369591 | 373911 | -182633 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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